+947.7%
VUG vs UEC
+8.7%
+938.9%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.8% | +0.8% | +1.6% |
| 7D | -1.1% | +0.6% | -1.6% | -1.2% |
| 30D | -7.0% | -18.1% | +11.1% | -5.4% |
| 3M | -3.7% | -36.9% | +33.2% | 0.0% |
| 6M | -1.6% | -56.1% | +54.5% | +5.0% |
| YTD | +5.1% | -38.1% | +43.2% | +7.7% |
| 1Y | +3.8% | -41.7% | +45.5% | +6.5% |
| 3Y | +79.9% | +28.2% | +51.7% | +65.8% |
| 5Y | +66.4% | +31.7% | +34.7% | +46.4% |
| 10Y | +405.3% | +685.9% | -280.6% | +246.3% |
| All | +947.7% | +8.7% | +938.9% | +533.4% |
Cumulative growth
Daily Returns
Daily percentage return beside UEC.
Daily Out/Under-Performance
Portfolio return minus UEC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UEC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded UEC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling